Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47850.37 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46455.47 Kr¶

PnL: ---------------------------------------> -433.1 Kr¶

DD now: ---------------------------------> -1.603 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 13:12:52.807355'

Anic Portfolio¶

Today¶

Return: 0.291 %¶

This Week¶

Return: 0.667 %¶

Total¶

Return: 56.65 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.220000 2835.000000 199.000000 7.550000 2636.000010
Beijer Electronics Group 26 -0.170000 3099.200000 128.200000 4.320000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -0.320000 432.600000 77.600000 21.860000 355.000000
Corem Property Group B 59 -1.960000 649.590000 72.590000 12.580000 576.999999
SAAB B 8 1.060000 3430.400000 53.400000 1.580000 3377.000000
Boozt 12 0.000000 1706.400000 52.400000 3.170000 1653.999996
HMS Networks 2 -0.220000 718.000000 45.000000 6.690000 673.000000
OEM International B 7 0.000000 555.800000 27.800000 5.270000 527.999997
Intrum 4 0.370000 548.200000 21.200000 4.020000 527.000000
Coor Service Management Hold. 8 0.290000 548.400000 16.400000 3.080000 532.000000
MedCap 2 -0.680000 437.000000 16.000000 3.800000 421.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 0.160000 506.400000 15.400000 3.140000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -0.740000 257.760000 11.760000 4.780000 246.000000
AcadeMedia 12 0.600000 564.000000 7.000000 1.260000 557.000004
Norva24 Group 16 1.180000 548.480000 5.480000 1.010000 543.000000
Swedbank A 3 1.610000 568.050000 4.050000 0.720000 564.000000
Resurs Holding 22 -0.190000 577.500000 3.500000 0.610000 573.999998
Karnov Group 9 -1.810000 538.200000 2.200000 0.410000 536.000004
Handelsbanken A 5 0.230000 545.250000 -0.750000 -0.140000 546.000000
Creaspac SPAC 6 -0.410000 576.000000 -1.000000 -0.170000 577.000002
Securitas B 6 -0.110000 568.800000 -1.200000 -0.210000 570.000000
Essity B 2 -1.400000 571.900000 -2.100000 -0.370000 574.000000
Nordea Bank Abp 29 0.030000 3450.420000 -3.580000 -0.100000 3453.999992
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
CTEK 13 0.700000 526.500000 -7.500000 -1.400000 533.999999
Midsona B 63 -1.730000 573.300000 -9.700000 -1.660000 582.999984
FM Mattsson Mora Group B 50 -2.690000 2890.000000 -37.000000 -1.260000 2927.000000
International Petroleum Corp. 5 2.390000 556.000000 -38.570000 -6.490000 594.565215
Vivesto 1368 1.570000 567.720000 -45.280000 -7.390000 612.999432
Sampo Oyj SDB 7 -0.090000 3776.500000 -73.500000 -1.910000 3850.000000
OX2 18 1.130000 1530.900000 -133.100000 -8.000000 1663.999992
Axfood 13 0.400000 3602.300000 -153.700000 -4.090000 3756.000001
Ovzon 52 3.010000 3026.400000 -335.600000 -9.980000 3361.999992
Fasadgruppen Group 35 -0.200000 3451.000000 -360.000000 -9.450000 3810.999990
TOTAL 46455.470000 -433.100000 -1.60296% 46888.564618

Updated:¶

'2023-01-18 13:13:05.651877'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶